How can I build a wsp file if I have no SharePoint 2013 installed on my local computer?
Did you install visual studio? If so, did you install the Microsoft Office Developer Tools for Visual Studio 2012?? Once you've done that you can create a new SharePoint project and when when you compile it will create the wsp for you and put it in the bin folder.
Follow the steps described in: http://msdn.microsoft.com/en-us/library/fp179924(v=office.15).aspx#o365_napa
After signing up to Office 365 having the NAPA project ready you can start developing.